Expectation of the largest bet size in the Labouchere system

DOI10.1214/19-ECP220zbMath1412.60062arXiv1807.11729MaRDI QIDQ2631805

Yanjun Han, Guanyang Wang

Publication date: 16 May 2019

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1807.11729

zbMATH Keywords

combinatoricsmartingalegambling theoryLabouchere system

Mathematics Subject Classification ID

Combinatorial probability (60C05) Stopping times; optimal stopping problems; gambling theory (60G40)

Cites Work

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